/dports/finance/quantlib/QuantLib-1.20/ql/experimental/callablebonds/ |
H A D | callablebondconstantvol.cpp | 28 Volatility volatility, in CallableBondConstantVolatility() 36 const Handle<Quote>& volatility, in CallableBondConstantVolatility() 46 Volatility volatility, in CallableBondConstantVolatility() 55 const Handle<Quote>& volatility, in CallableBondConstantVolatility()
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H A D | callablebondvolstructure.hpp | 167 inline Volatility CallableBondVolatilityStructure::volatility( in volatility() function in QuantLib::CallableBondVolatilityStructure 188 inline Volatility CallableBondVolatilityStructure::volatility( in volatility() function in QuantLib::CallableBondVolatilityStructure 208 inline Volatility CallableBondVolatilityStructure::volatility( in volatility() function in QuantLib::CallableBondVolatilityStructure
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/capfloor/ |
H A D | capfloortermvolatilitystructure.hpp | 84 Volatility CapFloorTermVolatilityStructure::volatility(const Period& optT, in volatility() function in QuantLib::CapFloorTermVolatilityStructure 92 Volatility CapFloorTermVolatilityStructure::volatility(const Date& d, in volatility() function in QuantLib::CapFloorTermVolatilityStructure 101 Volatility CapFloorTermVolatilityStructure::volatility(Time t, in volatility() function in QuantLib::CapFloorTermVolatilityStructure
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/equityfx/ |
H A D | blackconstantvol.hpp | 81 Volatility volatility, in BlackConstantVol() 88 const Handle<Quote>& volatility, in BlackConstantVol() 97 Volatility volatility, in BlackConstantVol() 104 const Handle<Quote>& volatility, in BlackConstantVol()
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H A D | localconstantvol.hpp | 78 Volatility volatility, in LocalConstantVol() 85 const Handle<Quote>& volatility, in LocalConstantVol() 94 Volatility volatility, in LocalConstantVol() 102 const Handle<Quote>& volatility, in LocalConstantVol()
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/dports/finance/quantlib/QuantLib-1.20/ql/models/ |
H A D | calibrationhelper.hpp | 57 BlackCalibrationHelper(const Handle<Quote>& volatility, in BlackCalibrationHelper() 74 BlackCalibrationHelper(const Handle<Quote>& volatility, in BlackCalibrationHelper() 92 Handle<Quote> volatility() const { return volatility_; } in volatility() function in QuantLib::BlackCalibrationHelper
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/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/inflation/ |
H A D | inflationcapfloorengines.cpp | 30 const Handle<YoYOptionletVolatilitySurface>& volatility, in YoYInflationCapFloorEngine() 140 const Handle<YoYOptionletVolatilitySurface>& volatility, in YoYInflationBlackCapFloorEngine() 158 const Handle<YoYOptionletVolatilitySurface>& volatility, in YoYInflationUnitDisplacedBlackCapFloorEngine() 176 const Handle<YoYOptionletVolatilitySurface>& volatility, in YoYInflationBachelierCapFloorEngine()
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H A D | inflationcapfloorengines.hpp | 51 Handle<YoYOptionletVolatilitySurface> volatility() const { return volatility_; } in volatility() function in QuantLib::YoYInflationCapFloorEngine
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/dports/finance/quantlib/QuantLib-1.20/ql/legacy/libormarketmodels/ |
H A D | lmfixedvolmodel.cpp | 41 Disposable<Array> LmFixedVolatilityModel::volatility( in volatility() function in QuantLib::LmFixedVolatilityModel 59 Volatility LmFixedVolatilityModel::volatility( in volatility() function in QuantLib::LmFixedVolatilityModel
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H A D | lmconstwrappervolmodel.hpp | 40 Disposable<Array> volatility( in volatility() function in QuantLib::LmConstWrapperVolatilityModel 44 Volatility volatility( in volatility() function in QuantLib::LmConstWrapperVolatilityModel
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H A D | lmextlinexpvolmodel.cpp | 36 Disposable<Array> LmExtLinearExponentialVolModel::volatility( in volatility() function in QuantLib::LmExtLinearExponentialVolModel 46 Volatility LmExtLinearExponentialVolModel::volatility( in volatility() function in QuantLib::LmExtLinearExponentialVolModel
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H A D | lmlinexpvolmodel.cpp | 36 Disposable<Array> LmLinearExponentialVolatilityModel::volatility( in volatility() function in QuantLib::LmLinearExponentialVolatilityModel 55 Volatility LmLinearExponentialVolatilityModel::volatility( in volatility() function in QuantLib::LmLinearExponentialVolatilityModel
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/dports/finance/quantlib/QuantLib-1.20/ql/quotes/ |
H A D | futuresconvadjustmentquote.cpp | 30 const Handle<Quote>& volatility, in FuturesConvAdjustmentQuote() 47 const Handle<Quote>& volatility, in FuturesConvAdjustmentQuote()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
H A D | blackcdsoptionengine.cpp | 33 const Handle<Quote>& volatility) in BlackCdsOptionEngine() 86 Handle<Quote> BlackCdsOptionEngine::volatility() { in volatility() function in QuantLib::BlackCdsOptionEngine
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/optionlet/ |
H A D | optionletvolatilitystructure.hpp | 127 OptionletVolatilityStructure::volatility(const Period& optionTenor, in volatility() function in QuantLib::OptionletVolatilityStructure 169 OptionletVolatilityStructure::volatility(const Date& optionDate, in volatility() function in QuantLib::OptionletVolatilityStructure 178 OptionletVolatilityStructure::volatility(Time optionTime, in volatility() function in QuantLib::OptionletVolatilityStructure
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/dports/finance/quantlib/QuantLib-1.20/ql/models/equity/ |
H A D | hestonmodelhelper.cpp | 37 const Handle<Quote>& volatility, in HestonModelHelper() 55 const Handle<Quote>& volatility, in HestonModelHelper()
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/swaption/ |
H A D | swaptionvolstructure.hpp | 225 SwaptionVolatilityStructure::volatility(const Period& optionTenor, in volatility() function in QuantLib::SwaptionVolatilityStructure 234 SwaptionVolatilityStructure::volatility(const Period& optionTenor, in volatility() function in QuantLib::SwaptionVolatilityStructure 325 SwaptionVolatilityStructure::volatility(const Date& optionDate, in volatility() function in QuantLib::SwaptionVolatilityStructure 336 SwaptionVolatilityStructure::volatility(const Date& optionDate, in volatility() function in QuantLib::SwaptionVolatilityStructure 348 SwaptionVolatilityStructure::volatility(Time optionTime, in volatility() function in QuantLib::SwaptionVolatilityStructure 360 SwaptionVolatilityStructure::volatility(Time optionTime, in volatility() function in QuantLib::SwaptionVolatilityStructure
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/dports/finance/quantlib/QuantLib-1.20/ql/models/shortrate/calibrationhelpers/ |
H A D | swaptionhelper.cpp | 36 const Handle<Quote>& volatility, in SwaptionHelper() 59 const Handle<Quote>& volatility, in SwaptionHelper() 82 const Handle<Quote>& volatility, in SwaptionHelper()
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/dports/finance/R-cran-fGarch/fGarch/R/ |
H A D | methods-volatility.R | 53 volatility = slot(object, "sigma.t") functionVar
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/averageois/ |
H A D | arithmeticaverageois.cpp | 37 Real volatility, in ArithmeticAverageOIS() 62 Real volatility, in ArithmeticAverageOIS()
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/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/capfloor/ |
H A D | bacheliercapfloorengine.hpp | 48 Handle<OptionletVolatilityStructure> volatility() { return vol_; } in volatility() function in QuantLib::BachelierCapFloorEngine
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H A D | blackcapfloorengine.hpp | 53 Handle<OptionletVolatilityStructure> volatility() { return vol_; } in volatility() function in QuantLib::BlackCapFloorEngine
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/dports/finance/R-cran-TTR/TTR/R/ |
H A D | chaikinVolatility.R | 65 volatility <- ROC( mavg, n, type="discrete" ) functionVar
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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/models/ |
H A D | piecewiseconstantvariance.cpp | 34 Volatility PiecewiseConstantVariance::volatility(Size i) const { in volatility() function in QuantLib::PiecewiseConstantVariance
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/inflation/ |
H A D | cpivolatilitystructure.cpp | 80 Volatility CPIVolatilitySurface::volatility(const Date& maturityDate, in volatility() function in QuantLib::CPIVolatilitySurface 104 Volatility CPIVolatilitySurface::volatility(const Period& optionTenor, in volatility() function in QuantLib::CPIVolatilitySurface
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